+169.3%
KEY vs DLTR
+45.2%
+124.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.0% |
| 7D | -0.3% | -10.2% | +9.9% | +2.6% |
| 30D | -3.3% | -8.5% | +5.2% | -1.1% |
| 3M | -0.7% | +5.6% | -6.3% | -2.8% |
| 6M | +12.5% | +2.2% | +10.3% | +10.0% |
| YTD | +8.4% | -3.8% | +12.2% | +7.5% |
| 1Y | +18.4% | +22.9% | -4.5% | +8.6% |
| 3Y | +123.3% | +2.0% | +121.3% | +109.4% |
| 5Y | +38.8% | +29.8% | +9.0% | +13.1% |
| 10Y | +169.3% | +45.0% | +124.3% | +98.2% |
| All | +169.3% | +45.2% | +124.1% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling